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V-Lab

CITIC Resources Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.83% (-3.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITIC Resources Holdings Ltd SGARCH
paramt-stat
ω1.10513.26
α0.09816.52
β0.851032.25
γ1-0.3430-2.11
γ20.53222.26
γ3-0.2370-1.81
γ4-0.0130-0.12
γ50.19502.06
γ6-0.2967-2.78
γ70.39063.38
γ8-0.5329-3.45
γ90.74402.63
Estimation Period:
Sep 8, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts